+164.4%
AU vs CPAY
+1,533.9%
-1,369.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.3% |
| 7D | -7.0% | -2.7% | -4.3% | -6.7% |
| 30D | +7.3% | +0.6% | +6.7% | +7.2% |
| 3M | +33.2% | +17.0% | +16.2% | +30.7% |
| 6M | -0.6% | +24.1% | -24.7% | -3.1% |
| YTD | +26.2% | +35.7% | -9.6% | +21.7% |
| 1Y | +68.3% | +34.0% | +34.3% | +62.3% |
| 3Y | +592.1% | +50.3% | +541.9% | +551.7% |
| 5Y | +685.3% | +56.7% | +628.6% | +626.6% |
| 10Y | +682.5% | +153.9% | +528.6% | +591.4% |
| All | +164.4% | +1,533.9% | -1,369.5% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling